Add symcache support to paper eng

- add the `.norm_trade()` required ep (for symcache offline loading)
- port to new `Account` apis (which now require a symcache input)

piker/clearing/_paper_engine.py

@@ -45,7 +45,7 @@ from ..accounting._mktinfo import (
 )
 from ..accounting import (
     Position,
-    PpTable,
+    Account,
     Transaction,
     TransactionLedger,
     open_trade_ledger,
@@ -77,10 +77,8 @@ class PaperBoi(Struct):
 
     '''
     broker: str
-
     ems_trades_stream: tractor.MsgStream
-
+    acnt: Account
-    ppt: PpTable
     ledger: TransactionLedger
 
     # map of paper "live" orders which be used
@@ -263,9 +261,9 @@ class PaperBoi(Struct):
         # we don't actually have any unique backend symbol ourselves
         # other then this thing, our fqme address.
         bs_mktid: str = fqme
+        assert self._mkts[fqme].fqme == fqme
         t = Transaction(
             fqme=fqme,
-            sym=self._mkts[fqme],
             tid=oid,
             size=size,
             price=price,
@@ -276,10 +274,13 @@ class PaperBoi(Struct):
 
         # update in-mem ledger and pos table
         self.ledger.update_from_t(t)
-        self.ppt.update_from_trans({oid: t})
+        self.acnt.update_from_ledger(
+            {oid: t},
+            symcache=self.ledger._symcache,
+        )
 
         # transmit pp msg to ems
-        pp = self.ppt.pps[bs_mktid]
+        pp = self.acnt.pps[bs_mktid]
         pp_msg = BrokerdPosition(
             broker=self.broker,
             account='paper',
@@ -296,7 +297,7 @@ class PaperBoi(Struct):
         # write all updates to filesys immediately
         # (adds latency but that works for simulation anyway)
         self.ledger.write_config()
-        self.ppt.write_config()
+        self.acnt.write_config()
 
         await self.ems_trades_stream.send(pp_msg)
 
@@ -540,14 +541,14 @@ async def open_trade_dialog(
     # enable piker.clearing console log for *this* subactor
     get_console_log(loglevel)
 
-    ppt: PpTable
+    acnt: Account
     ledger: TransactionLedger
     with (
         open_pps(
             broker,
             'paper',
             write_on_exit=True,
-        ) as ppt,
+        ) as acnt,
 
         open_trade_ledger(
             broker,
@@ -559,7 +560,7 @@ async def open_trade_dialog(
         # don't contain necessary market info per trade record entry..
         # - if no fqme was passed in, we presume we're running in
         #   "ledger-sync-only mode" and thus we load mkt info for
-        #   each symbol found in the ledger to a ppt table manually.
+        #   each symbol found in the ledger to a acnt table manually.
 
         # TODO: how to process ledger info from backends?
         # - should we be rolling our own actor-cached version of these
@@ -575,7 +576,7 @@ async def open_trade_dialog(
         mkt_by_fqme: dict[str, MktPair] = {}
         if fqme:
             bs_fqme, _, broker = fqme.rpartition('.')
-            mkt, _ = await brokermod.get_mkt_info(bs_fqme)
+            mkt, pair = await brokermod.get_mkt_info(bs_fqme)
             mkt_by_fqme[mkt.fqme] = mkt
 
         # for each sym in the ledger load it's `MktPair` info
@@ -586,7 +587,7 @@ async def open_trade_dialog(
                 gmi
                 and l_fqme not in mkt_by_fqme
             ):
-                mkt, pair = await brokermod.get_mkt_info(
+                mkt, pair = await gmi(
                     l_fqme.rstrip(f'.{broker}'),
                 )
                 mkt_by_fqme[l_fqme] = mkt
@@ -603,12 +604,12 @@ async def open_trade_dialog(
 
         # update pos table from ledger history and provide a ``MktPair``
         # lookup for internal position accounting calcs.
-        ppt.update_from_trans(ledger.to_trans(mkt_by_fqme=mkt_by_fqme))
+        acnt.update_from_ledger(ledger)
 
         pp_msgs: list[BrokerdPosition] = []
         pos: Position
         token: str  # f'{symbol}.{self.broker}'
-        for token, pos in ppt.pps.items():
+        for token, pos in acnt.pps.items():
             pp_msgs.append(BrokerdPosition(
                 broker=broker,
                 account='paper',
@@ -624,7 +625,7 @@ async def open_trade_dialog(
 
         # write new positions state in case ledger was
         # newer then that tracked in pps.toml
-        ppt.write_config()
+        acnt.write_config()
 
         # exit early since no fqme was passed,
         # normally this case is just to load
@@ -645,7 +646,9 @@ async def open_trade_dialog(
         ):
             # sanity check all the mkt infos
             for fqme, flume in feed.flumes.items():
-                assert mkt_by_fqme[fqme] == flume.mkt
+                mkt = mkt_by_fqme[fqme]
+                print(mkt - flume.mkt)
+                assert  mkt == flume.mkt
 
             async with (
                 ctx.open_stream() as ems_stream,
@@ -654,7 +657,7 @@ async def open_trade_dialog(
                 client = PaperBoi(
                     broker=broker,
                     ems_trades_stream=ems_stream,
-                    ppt=ppt,
+                    acnt=acnt,
                     ledger=ledger,
 
                     _buys=_buys,
@@ -723,3 +726,31 @@ async def open_paperboi(
             await ctx.cancel()
             if we_spawned:
                 await portal.cancel_actor()
+
+
+def norm_trade(
+    txdict: dict,
+
+) -> Transaction:
+    from pendulum import (
+        DateTime,
+        parse,
+    )
+
+    # special field handling for datetimes
+    # to ensure pendulum is used!
+    dt: DateTime = parse(txdict['dt'])
+    expiry: str | None = txdict.get('expiry')
+    fqme: str = txdict.get('fqme') or txdict.pop('fqsn')
+
+    return Transaction(
+        fqme=fqme,
+        tid=txdict['tid'],
+        dt=dt,
+        price=txdict['price'],
+        size=txdict['size'],
+        cost=txdict.get('cost', 0),
+        bs_mktid=txdict['bs_mktid'],
+        expiry=parse(expiry) if expiry else None,
+        etype='clear',
+    )